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LINEAR ALGEBRA WITH APPLICATIONS

CONTENTS

3. Determinants and
Diagonalization
Previous: Matrix Algebra

Next: Vector Geometry

Introduction

With each square matrix we can calculate a number, called the determinant of
the matrix, which tells us whether or not the matrix is invertible. In fact,
determinants can be used to give a formula for the inverse of a matrix. They
also arise in calculating certain numbers (called eigenvalues) associated with
the matrix. These eigenvalues are essential to a technique called
diagonalization that is used in many applications where it is desired to predict
the future behaviour of a system. For example, we use it to predict whether a
species will become extinct.

Determinants were first studied by Leibnitz in 1696, and the term

“determinant” was first used in 1801 by Gauss is his Disquisitiones Arithmeticae.
Determinants are much older than matrices (which were introduced by Cayley
in 1878) and were used extensively in the eighteenth and nineteenth centuries,
primarily because of their significance in geometry. Although they are
somewhat less important today, determinants still play a role in the theory and
application of matrix algebra.

3.1 !e Cofactor Expansion

In Section 2.4, we defined the determinant of a matrix

as follows:

and showed (in Example 2.4.4) that has an inverse if and only if det . One
objective of this chapter is to do this for any square matrix A. There is no
difficulty for matrices: If , we define and note that
is invertible if and only if .

If is and invertible, we look for a suitable definition of by trying to

carry to the identity matrix by row operations. The first column is not zero (
is invertible); suppose the (1, 1)-entry is not zero. Then row operations give
where and . Since is invertible, one of and is
nonzero (by Example 2.4.11); suppose that . Then the reduction proceeds

where . We
define

(3.1)

and observe that because (is invertible).

To motivate the definition below, collect the terms in Equation 3.1 involving the
entries , , and in row 1 of :

This last expression can be described as follows: To compute the determinant

of a matrix , multiply each entry in row 1 by a sign times the determinant
of the matrix obtained by deleting the row and column of that entry, and
add the results. The signs alternate down row 1, starting with . It is this
observation that we generalize below.
 Fill in the missing words

⎡4 3 1 ⎤
Let A = ⎢ 6 −2 3 ⎥ , then det(A) =
⎣1 −1 ⎦
.
0

 Check

Reuse Embed 

Example 3.1.1

This suggests an inductive method of defining the determinant of any square

matrix in terms of determinants
of matrices one size smaller. The idea is to define determinants of
matrices in terms of determinants of matrices,

then we do matrices in terms of matrices, and so on.

To describe this, we need some terminology.

Definition 3.1 Cofactors of a matrix

 Assume that determinants of matrices have been
defined. Given the matrix , let

denote the matrix obtained from A by deleting row

and column

Then the –cofactor is the scalar defined by

Here is called the sign of the -position.

The sign of a position is clearly or , and the following diagram is useful for
remembering it:

Note that the signs alternate along each row and column with in the upper
left corner.
 ⎡ 3 −1 6 ⎤
Let A = ⎢ −5 0 2 ⎥ , then the (1, 2) -cofactor of A is c1,2 = 11.
⎣ 2 1 −3 ⎦

 True  False

 Check

Example 3.1.2

Find the cofactors of positions , and in the following

matrix.

Solution:

Here is the matrix

that remains when row and column are deleted. The sign of position is
(this is also the -entry in the sign diagram), so the -
cofactor is

Turning to position , we find

Finally, the -cofactor is

Clearly other cofactors can be found—there are nine in all, one for each
position in the matrix.

Fill in the missing words

⎡ 1 0 −7 ⎤
Let A = ⎢ 2 5 2 ⎥ . The (2, 3) -cofactor of A c2,3 = and the (3, 2) -
⎣ −3 1 4 ⎦
cofactor of A c3,2 = .

 Check

Reuse Embed 

We can now define for any square matrix

Definition 3.2 Cofactor expansion of a Matrix

Assume that determinants of matrices have been

defined. If is define

This is called the cofactor expansion of along row .

It asserts that can be computed by multiplying the entries of row by the
corresponding
cofactors, and adding the results. The astonishing thing is that can be
computed by taking the cofactor expansion along : Simply
multiply each entry of that row or column by the corresponding cofactor and
add.

Theorem 3.1.1 Cofactor Expansion Theorem

The determinant of an matrix can be computed by using the

cofactor expansion along any row or column
of . That is can be computed by multiplying each entry of the
row or column by the corresponding cofactor and adding the results.

Example 3.1.3

Compute the determinant of

Solution:
The cofactor expansion along the first row is as follows:
Note that the signs alternate along the row (indeed along row or column).
Now we compute by expanding along the first column.

The reader is invited to verify that can be computed by expanding along

any other row or column.

The fact that the cofactor expansion along of a matrix

always gives the same result (the determinant of ) is remarkable, to say the
least. The choice of a particular row or column can simplify the calculation.

Example 3.1.4

Compute where

Solution:

The first choice we must make is which row or column to use in the
cofactor expansion. The expansion involves multiplying entries by
cofactors, so the work is minimized when the row or column contains as
many zero entries as possible. Row is a best choice in this matrix
(column would do as well), and the expansion is

This is the first stage of the calculation, and we have succeeded in expressing
the determinant of the matrix
in terms of the determinant of a matrix. The next stage involves
this matrix. Again, we can use any row or column for the cofactor
expansion. The third column is preferred (with two zeros), so

This completes the calculation.

⎡ 3 0 1 ⎤
Consider A = ⎢ 2 −1 0 ⎥ , then det(A) = 12
⎣ −4 2 −4 ⎦

 True  False

 Check

This example shows us that calculating a determinant is simplified a great deal

when a row or column consists mostly of zeros. (In fact, when a row or column
consists of zeros, the determinant is zero—simply expand along that
row or column.) We did learn that one method of zeros in a matrix is to
apply elementary row operations to it. Hence, a natural question to ask is what
effect such a row operation has on the determinant of the matrix. It turns out
that the effect is easy to determine and that elementary operations can
be used in the same way. These observations lead to a technique for evaluating
determinants that greatly reduces the labour involved. The necessary
information is given in Theorem 3.1.2.

Theorem 3.1.2

Let denote an matrix.

1. If A has a row or column of zeros, .

2. If two distinct rows (or columns) of are interchanged, the
determinant of the resulting matrix is .
3. If a row (or column) of is multiplied by a constant , the
determinant of the resulting matrix is .
4. If two distinct rows (or columns) of are identical, .
5. If a multiple of one row of is added to a different row (or if a
multiple of a column is added to a different column), the
determinant of
the resulting matrix is .

The following four examples illustrate how Theorem 3.1.2 is used to evaluate
determinants.

Example 3.1.5

Evaluate when
 .

Solution:

The matrix does have zero entries, so expansion along (say) the second row
would involve somewhat less work. However, a column operation can be
used to get a zero in position )—namely, add column 1 to column 3. Because
this does not change the value of the determinant, we obtain

where we expanded the second matrix along row 2.

Which of the following can we immediately say have a determinant of zero?

 ⎡1 3 7⎤
⎢0 0 0⎥
⎣4 1 2⎦

 ⎡0 1 3⎤
⎢0 4 7⎥
⎣0 0 5⎦

 ⎡ 1 −4 3⎤
⎢ 4 −1 7⎥
⎣ −2 −3 1⎦

 ⎡1 3 2⎤
⎢6 7 1⎥
⎣1 3 2⎦

Example 3.1.6
 If ,

evaluate where .

Solution:

First take common factors out of rows 2 and 3.

Now subtract the second row from the first and interchange the last two rows.

−3c −3d
Let det ([ ]) = 2 , then det ([ ]) is
a b
c d 2a 2b

 −24

 12

 −12

 24

 Check

Reuse Embed 

The determinant of a matrix is a sum of products of its entries. In particular, if

these entries are polynomials in , then the determinant itself is a polynomial in
. It is often of interest to determine which values of make the determinant
zero, so it is very useful if the determinant is given in factored form. Theorem
3.1.2 can help.

Example 3.1.7

Find the values of for which , where

Solution:

To evaluate , first subtract times row 1 from rows 2 and 3.

At this stage we could simply evaluate the determinant (the result is

). But then we would have to factor this polynomial to find the
values of that make it zero. However, this factorization can be obtained
directly by first factoring each entry in the determinant and taking a common
factor of from each row.

Hence, means , that is or .

 c 3
Consider the matrix [ 1 ] . Which values of c does this matrix have a
3
c
determinant of zero?

 -2

 −1

 1

 0

 Check

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Example 3.1.8

If , , and are given show that

Solution:

Begin by subtracting row 1 from rows 2 and 3, and then expand along column 1:

Now and are common factors in rows 1 and 2, respectively, so

The matrix in Example 3.1.8 is called a Vandermonde matrix, and the formula
for its determinant can be generalized to the case.

If is an matrix, forming means multiplying row of by .

Applying property 3 of Theorem 3.1.2, we can take the common factor out of
each row and so obtain the following useful result.

Theoerem 3.1.3

If A is an matrix, then for any number .

1 2
Let A =[ ] , then det(2A) = 52 .
−3 7

 True  False

 Check

Reuse Embed 

The next example displays a type of matrix whose determinant is easy to

compute.

Example 3.1.9
 Evaluate if

Solution:

Expand along row 1 to get . Now expand this along the top

row to get , the product of the main diagonal entries.

A square matrix is called a if all entries above the main

diagonal are zero (as in Example 3.1.9). Similarly, an is
one for which all entries below the main diagonal are zero. A
is one that is either upper or lower triangular. Theorem 3.1.4 gives an easy rule
for calculating the determinant of any triangular matrix.

Theorem 3.1.4

If A is a square triangular matrix, then det A is the product of the entries

on the main diagonal.

Theorem 3.1.4 is useful in computer calculations because it is a routine matter

to carry a matrix to triangular form using row operations.
 Fill in the missing words

⎡2 4 3 −1 ⎤
⎢0 −10 ⎥
Let A = ⎢ ⎥ where det(A) = 18 , then b =
−b 8
⎢0 3 ⎥
.
0 3
⎣0 0 0 1 ⎦

 Check

Reuse Embed 

3.2 Determinants and Matrix Inverses

In this section, several theorems about determinants are derived. One

consequence of these theorems is that a square matrix is invertible if and
only if . Moreover, determinants are used to give a formula for
which, in turn, yields a formula (called Cramer’s rule) for the
solution of any system of linear equations with an invertible coefficient matrix.

We begin with a remarkable theorem (due to Cauchy in 1812) about the

determinant of a product of matrices.

Theorem 3.2.1 Product Theorem

If and are matrices, then .

The complexity of matrix multiplication makes the product theorem quite

unexpected. Here is an example where it reveals an important numerical
identity.

Example 3.2.1

If and

then .

Hence gives the identity

Theorem 3.2.1 extends easily to . In fact, induction

gives

for any square matrices of the same size. In particular, if each ,

we obtain

We can now give the invertibility condition.

Theorem 3.2.2

An matrix is invertible if and only if . When this is the

 case,

Proof:
If is invertible, then ; so the product theorem gives

Hence, and also .

Conversely, if , we show that can be carried to by elementary row

operations (and invoke Theorem 2.4.5). Certainly, can be carried to its
reduced row-echelon form , so where the are elementary
matrices (Theorem 2.5.1). Hence the product theorem gives

Since for all elementary matrices , this shows . In particular,

has no row of zeros, so because is square and reduced row-echelon.
This is what we wanted.

27
Let M be a 3 × 3 matrix such that det(−3M) = 2
, what is det(M −1 )?

 2

 − 12

 12

 −2

 Check

Reuse Embed 

Example 3.2.2
 For which values of does

have an inverse?

Solution:

Compute by first adding times column 1 to column 3 and then expanding

along row 1.

Hence, if or , and has an inverse if and .

Example 3.2.3

If a product of square matrices is invertible, show that each

is invertible.

Solution:

We have by the product theorem, and

by Theorem 3.2.2 because is invertible. Hence

so for each . This shows that each is invertible, again by Theorem

3.2.2.
 Let X , Y and Z be square matrices such that XY Z is invertible. Which of
the following must be true?

 XY Z must be n × n .

 At least one of X , Y and Z is not invertible.

 (XY Z ) −1 = X −1 Y −1 Z −1 .

 X , Y and Z are all invertible.

 Check

Reuse Embed 

Theorem 3.2.3

If is any square matrix, .

Proof:

Consider first the case of an elementary matrix . If is of type I or II, then

; so certainly . If is of type III, then is also of type III;
so by Theorem 3.1.2. Hence, for every
elementary matrix .

Now let be any square matrix. If is not invertible, then neither is ; so

by Theorem 3.1.2. On the other hand, if is invertible, then
, where the are elementary matrices (Theorem 2.5.2). Hence,
so the product theorem gives
This completes the proof.

Example 3.2.4

If and , calculate .

Solution:

We use several of the facts just derived.

Fill in the missing words

3 2
Let X = [ ] , then det(X 4 ) = .
2 1

 Check

Reuse Embed 

Example 3.2.5

A square matrix is called if . What are the possible

 values of if is orthogonal?

Solution:

If is orthogonal, we have . Take determinants to obtain

Since is a number, this means .

Adjugates

In Section 2.4 we defined the adjugate of a 2 2 matrix

to be .

Then we verified that and hence that, if ,

. We are now able to define the adjugate of an arbitrary square
matrix and to show that this formula for the inverse remains valid (when the
inverse exists).

Recall that the -cofactor of a square matrix is a number defined for

each position in the matrix. If is a square matrix, the
is defined to be the matrix whose -entry is the -cofactor of .

Definition 3.3 Adjugate of a Matrix

The of , denoted , is the transpose of this cofactor

matrix; in symbols,
 Example 3.2.6

Compute the adjugate of

and calculate and .

Solution:

We first find the cofactor matrix.

Then the adjugate of is the transpose of this cofactor matrix.

The computation of gives

and the reader can verify that also . Hence, analogy with the
case would indicate that ; this is, in fact, the case.

Fill in the missing words

⎡1 0 3⎤ ⎡ −15 a 6 ⎤
Let A = ⎢ 0 −2 7 ⎥ , then adj(A) = ⎢ 14 −2 −7 ⎥ where a =
⎣2 4⎦ ⎣ b c ⎦
,
1 −1
b= and c = .

 Check

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The relationship holds for any square matrix .

Theorem 3.2.4 Adjugate formula

If A is any square matrix, then

In particular, if det A 0, the inverse of A is given by

It is important to note that this theorem is an efficient way to find the

inverse of the matrix . For example, if were , the calculation of
would require computing determinants of matrices! On the
other hand, the matrix inversion algorithm would find with about the same
effort as finding . Clearly, Theorem 3.2.4 is not a result: its virtue is
that it gives a formula for that is useful for purposes.
 Fill in the missing words

⎡6 −1 0 3 ⎤
⎢0 −2 ⎥
Let X = ⎢ ⎥, then X(adj(X)) is the diagonal matrix with
5 1
⎢0 0 0 1 ⎥
⎣1 2 2 7 ⎦
in all the non-zero entries.

 Check

Reuse Embed 

Example 3.2.7

Find the -entry of if .

Solution:
First compute

Since ,
the -entry of is the -entry of the matrix ; that is, it equals

Example 3.2.8
 If is , , show that .

Solution:

Write ; we must show that . We have by

Theorem 3.2.4, so taking determinants gives . Hence we are
done if . Assume ; we must show that , that is, is not
invertible. If , this follows from ; if , it follows
because then .

Cramer’s Rule

Theorem 3.2.4 has a nice application to linear equations. Suppose

is a system of equations in variables . Here is the

coefficient matrix and and are the columns

of variables and constants, respectively. If , we left multiply by to

obtain the solution . When we use the adjugate formula, this becomes
Hence, the variables are given by

Now the quantity occurring in the formula

for looks like the cofactor expansion of the determinant of a matrix. The
cofactors involved are , corresponding to the first
column of . If is obtained from by replacing the first column of by ,
then for each because column is deleted when computing
them. Hence, expanding by the first column gives

Hence, and similar results hold for the other variables.

Theorem 3.2.5 Cramer’s Rule

If is an invertible matrix, the solution to the system

 of equations in the variables is given by

where, for each , is the matrix obtained from by replacing column

by .

Example 3.2.9

Find , given the following system of equations.

Solution:

Compute the determinants of the coefficient matrix and the matrix

obtained from it by replacing the first column by the column of constants.

Hence, by Cramer’s rule.

Cramer’s rule is an efficient way to solve linear systems or invert matrices.

True, it enabled us to calculate here without computing or . Although
this might seem an advantage, the truth of the matter is that, for large systems
of equations, the number of computations needed to find the variables by
the gaussian algorithm is comparable to the number required to find of the
determinants involved in Cramer’s rule. Furthermore, the algorithm works
when the matrix of the system is not invertible and even when the coefficient
matrix is not square. Like the adjugate formula, then, Cramer’s rule is a
practical numerical technique; its virtue is theoretical.

⎡ 1 2 −5 1 ⎤
⎢ 0 3 −6 4 ⎥
Consider the system Ax = b where A = ⎢ ⎥,
⎢ 0 0 3 −1 ⎥
⎣0 0 0 7 ⎦
⎡ x1 ⎤ ⎡ 1⎤
x=⎢
x2 ⎥ ⎢ 0⎥
⎢ ⎥ and b = ⎢ ⎥ . Using Cramer's Rule we can determine that x2
⎢ x3 ⎥ ⎢ 1⎥
⎣x ⎦ ⎣ 0⎦
4
is:

 -1

 2

 3

 1

Let A and B be matrices, then det(A + B) = det(A) + det(B).

 True  False

 Check

Reuse Embed 
 0 1 1 3
Let A =[ ] and B = [ ] , then det((A2 )−1 (BT )3 ) = −16
2 −2 5 11

 True  False

 Check

Reuse Embed 

3.3 Diagonalization and Eigenvalues

The world is filled with examples of systems that evolve in time—the weather in
a region, the economy of a nation, the diversity of an ecosystem, etc.
Describing such systems is difficult in general and various methods have been
developed in special cases. In this section we describe one such method, called
which is one of the most important techniques in linear algebra.
A very fertile example of this procedure is in modelling the growth of the
population of an animal species. This has attracted more attention in recent
years with the ever increasing awareness that many species are endangered. To
motivate the technique, we begin by setting up a simple model of a bird
population in which we make assumptions about survival and reproduction
rates.

Example 3.3.1

Consider the evolution of the population of a species of birds. Because

the number of males and females are nearly equal, we count only
females. We assume that each female remains a juvenile for one year
 and then becomes an adult, and that only adults have offspring. We
make three assumptions about reproduction and survival rates:

1. The number of juvenile females hatched in any year is twice the

number of adult females alive the year before (we say the
is 2).
2. Half of the adult females in any year survive to the next year (the
is ).
3. One-quarter of the juvenile females in any year survive into
adulthood (the is ).

If there were 100 adult females and 40 juvenile females alive initially,
compute the population of females years later.

Solution:

Let and denote, respectively, the number of adult and juvenile females
after years, so that the total female population is the sum . Assumption
1 shows that , while assumptions 2 and 3 show that .
Hence the numbers and in successive years are related by the following
equations:

If we write

and

these equations take the matrix form

Taking gives , then taking gives , and taking

gives . Continuing in this way, we get
Since

is known, finding the population profile amounts to computing for all

. We will complete this calculation in Example 3.3.12 after some new
techniques have been developed.

Let be a fixed matrix. A sequence of column vectors in is

called a . Many models regard as a continuous
function of the time , and replace our condition between and with a
differential relationship viewed as functions of time if is known and the other
are determined (as in Example 3.3.1) by the conditions

These conditions are called a for the vectors . As in

Example 3.3.1, they imply that

so finding the columns amounts to calculating for .

Direct computation of the powers of a square matrix can be time-

consuming, so we adopt an indirect method that is commonly used. The idea is
to first the matrix , that is, to find an invertible matrix such that

(3.8)

This works because the powers of the diagonal matrix are easy to
compute, and Equation (3.8) enables us to compute powers of the matrix
in terms of powers of . Indeed, we can solve Equation (3.8) for to get
. Squaring this gives

Using this we can compute as follows:

Continuing in this way we obtain Theorem 3.3.1 (even if is not diagonal).

 Theorem 3.3.1

If then for each .

Hence computing comes down to finding an invertible matrix as in

equation Equation (3.8). To do this it is necessary to first compute certain
numbers (called eigenvalues) associated with the matrix .

Eigenvalue and Eigenvectors

Definition 3.4 Eigenvalues and Eigenvectors of a Matrix

If is an matrix, a number is called an of if

In this case, is called an of corresponding to the

eigenvalue , or a – for short.

Example 3.3.2
 If and then so is an eigenvalue of

with corresponding eigenvector .

The matrix in Example 3.3.2 has another eigenvalue in addition to . To

find it, we develop a general procedure for matrix .

By definition a number is an eigenvalue of the matrix if and only if

for some column . This is equivalent to asking that the
homogeneous system

of linear equations has a nontrivial solution . By Theorem 2.4.5 this

happens if and only if the matrix is not invertible and this, in turn, holds
if and only if the determinant of the coefficient matrix is zero:

This last condition prompts the following definition:

Definition 3.5 Characteristic Polynomial of a Matrix

If is an matrix, the of is
defined by

Note that is indeed a polynomial in the variable , and it has degree

when is an matrix (this is illustrated in the examples below). The above
discussion shows that a number is an eigenvalue of if and only if ,
that is if and only if is a of the characteristic polynomial . We record
these observations in

Theorem 3.3.2

Let be an matrix.

1. The eigenvalues of are the roots of the characteristic

polynomial of .
2. The -eigenvectors are the nonzero solutions to the
homogeneous system

of linear equations with as coefficient matrix.

In practice, solving the equations in part 2 of Theorem 3.3.2 is a routine

application of gaussian elimination, but finding the eigenvalues can be difficult,
often requiring computers. For now, the examples and exercises will be
constructed so that the roots of the characteristic polynomials are relatively
easy to find
(usually integers). However, the reader should not be misled by this into
thinking that eigenvalues are so easily obtained for the matrices that occur in
practical applications!

Example 3.3.3
 Find the characteristic polynomial of the matrix

discussed in Example 3.3.2, and then find all the eigenvalues and their
eigenvectors.

Solution:

Since

we get

Hence, the roots of are and , so these are the eigenvalues of

. Note that was the eigenvalue mentioned in Example 3.3.2, but we have
found a new one: .

To find the eigenvectors corresponding to , observe that in this case

so the general solution to is

where is an arbitrary real number. Hence, the eigenvectors corresponding

to are where is arbitrary. Similarly, gives rise to the

eigenvectors which includes the observation in Example 3.3.2.

 Fill in the missing words

2 −4 1
Let A = [ ] , then the eigenvector [ ] corresponds to the eigenvalue
−1 −1 1
−4
and the eigenvector [ ] corresponds to the eigenvalue .
1

 Check

Reuse Embed 

Note that a square matrix has eigenvectors associated with any given
eigenvalue . In fact nonzero solution of is an eigenvector.
Recall that these solutions are all linear combinations of certain basic solutions
determined by the gaussian algorithm (see Theorem 1.3.2). Observe that any
nonzero multiple of an eigenvector is again an eigenvector, and such multiples
are often more convenient. Any set of nonzero multiples of the basic solutions
of will be called a set of basic eigenvectors corresponding to .

GeoGebra Exercise: Eigenvalue and eigenvectors

https://www.geogebra.org/m/DJXTtm2k
Please answer these questions after you open the webpage:

1. Set the matrix to be

2. Drag the point until you see the vector and are on the same
line. Record the value of . How many times do you see and lying
 on the same line when travel through the whole circle? Why?
3. Based on your observation, what can we say about the eigenvalue and
eigenvector of ?
4. Set the matrix to be

and repeat what you did above.

5. Check your lecture notes about the eigenvalues and eigenvectors of
this matrix. Are the results consistent with what you observe?

Example 3.3.4:

Find the characteristic polynomial, eigenvalues, and basic eigenvectors for

Solution:

Here the characteristic polynomial is given by

so the eigenvalues are , , and . To find all eigenvectors for

, compute

We want the (nonzero) solutions to . The augmented matrix

becomes
using row operations. Hence, the general solution to is

where is arbitrary, so we can use

as the basic eigenvector corresponding to . As the reader can verify, the

gaussian algorithm gives basic eigenvectors

and

corresponding to and , respectively. Note that to eliminate

fractions, we could instead use

as the basic -eigenvector.

There are as many eigenvalues as there are variables for the matrix
⎡ 1 1 −3 ⎤
⎢2 0 6 ⎥.
⎣ 1 −1 5 ⎦

 True  False

 Check

Example 3.3.5
 If is a square matrix, show that and have the same characteristic
polynomial, and hence the same eigenvalues.

Solution:

We use the fact that . Then

by Theorem 3.2.3. Hence and have the same roots, and so and
have the same eigenvalues (by Theorem 3.3.2).

The eigenvalues of a matrix need not be distinct. For example, if

the characteristic polynomial is so the eigenvalue 1 occurs twice.

Furthermore, eigenvalues are usually not computed as the roots of the
characteristic polynomial. There are iterative, numerical methods that are
much more efficient for large matrices.
 1 2
Let A =[ ] , then the eigenvalues of A are:
3 2

 −2 only.

 −1, 4 .

 2 only.

 1, −4 .

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3 −2
Consider A =[ ] , it has eigenvalue λ = 2 with corresponding
2 −2
2
eigenvector xλ = [ ]. Is xλ an eigenvector of A2 with eigenvalue 22 ?
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 True  False

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Linear Algebra with Applications
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 ⎡1 0 0⎤ ⎡ 1 0 0⎤
When A = ⎢ 1 2 3 ⎥ isPowered it becomes ⎢ 0 2 0 ⎥ .
⎣1 ⎦ ⎣ 0 0 5⎦
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 True  False

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